+603.5%
GLW vs AKAM
-21.3%
+624.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +15.5% | +11.2% | +4.3% | +11.8% |
| 30D | -19.6% | -13.4% | -6.2% | -16.2% |
| 3M | -28.5% | -29.5% | +1.0% | -21.0% |
| 6M | -39.5% | -42.1% | +2.6% | -29.5% |
| YTD | +37.2% | -0.8% | +38.0% | +33.0% |
| 1Y | +35.4% | -3.9% | +39.4% | +32.4% |
| 3Y | +359.7% | -21.9% | +381.5% | +360.8% |
| 5Y | +244.0% | -22.4% | +266.4% | +241.0% |
| 10Y | +556.7% | +32.3% | +524.4% | +437.0% |
| All | +603.5% | -21.3% | +624.8% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling